The one$-$month riskfree rate is $0\mathrm{.}23\%.$ Risky Asset $1$ has a mean return $/$ month of $2\mathrm{.}10\%$ and a standard deviation of $13\mathrm{.}00\%.$ Risky Asset $2$ has a mean return $/$ month of $1\mathrm{.}30\%$ and a standard deviation of $8\mathrm{.}0\%.$ The correlation between Risky Asset $1$ and $2$ is $20\mathrm{.}0\%.$ An individual investor with a simple mean and variance utility function has a risk aversion of $2\mathrm{.}0.$ Graph the Risky Opportunity Set, the Optimal Risky Portfolio, the Capital Allocation Line, the investor's Indifference Curve, and the Optimal Complete Portfolio.

An individual investor with a simple mean and variance utility function has a risk aversion of $1\mathrm{.}5.$ This investor is considering investing in the assets you downloaded for problem $2.$ This investor considers four methods to forecast expected returns: average past return, Static CAPM, Fama$-$French $3$ Factor, or Macro $3$ Factor. Determine the Portfolio Weights of the Optimal Risky Portfolio and the Optimal Complete Portfolio.

An individual investor with a simple mean and variance utility function hasya risk aversion of $8\mathrm{.}1.$ This investor is considering investing in a riskfree asset and any number of risky assets up to a max of $20.$ The investor has forecasted the expected return of the risky assets. Determine the Portfolio Weights of the Optimal Risky Portfolio and the Optimal Complete Portfolio.

$fx$

Constant Utility Value

$(19)$ Enter the Expected Return as an Excel matrix Type $=$ MMULTRRANSPOSE OFFSET $(J112,$$$B$$$4-1,0)$ X$64$ OFFSET $(x64,$$$8$$$4-1,0)$ Hold down the Shift and Control buttons and then press Enter

$(20)$ Enter the Standard Deviation as an Excel matrix

Type $=$SQRT$($MMULT$($MMULT$($TRANSPOSE OFFSET $(J112,$$$B$$$4-1,0))$ B$64$:OFFSET$($B$64,$$B$$4-1,$$B$$4-1)),112\mathrm{.}0$FFSET$($J$112,$$B$$4-1,0)))$

Hold down the Shift and Control buttons and then press Enter

$(21)$ Riskfree Rate $+(1/$Risk Aversion$)*$

$(($Exp Ret of Opt Risky Port$-$Riskree Rate$)$

$(2.$ Std Dev of Opt Risky Port$))$n$2$

Enter $=B7+(\frac{1}{85}{)}^{**}(\frac{E233-B7}{2^{**}C233}{)}^{{?}^{{?}^{?}}2}$